S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	0.3646	25.41
$α$	0.1161	38.37
$β$	0.8375	228.77
$γ$	0.2489	3.15

V-Lab

Pengana Capital Group Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:39.01% (-2.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pengana Capital Group Ltd Analyses